The maturation of Large Audio Language Models (LALMs) has raised growing expectations for them to comprehend complex audio much like humans. Current efforts primarily replicate text-based reasoning by contextualizing audio content through a one-time encoding, which introduces a critical information bottleneck. Drawing inspiration from human cognition, we propose audio-interleaved reasoning to break through this bottleneck. It treats audio as an active reasoning component, enabling sustained audio engagement and perception-grounded analysis. To instantiate it, we introduce a two-stage training framework, first teaching LALMs to localize salient audio segments through supervised fine-tuning, and then incentivizing proficient re-listening via reinforcement learning. In parallel, a structured data generation pipeline is developed to produce high-quality training data. Consequently, we present Echo, a LALM capable of dynamically re-listening to audio in demand during reasoning. On audio comprehension benchmarks, Echo achieves overall superiority in both challenging expert-level and general-purpose tasks. Comprehensive analysis further confirms the efficiency and generalizability of audio-interleaved reasoning, establishing it as a promising direction for advancing audio comprehension. Project page: https://github.com/wdqqdw/Echo.